Cho, Haeran and Fryzlewicz, Piotr 
ORCID: 0000-0002-9676-902X
(2011)
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets.
Statistics and Computing, 21.
pp. 671-681.
ISSN 0960-3174
Abstract
We compare two state-of-the-art non-linear techniques for nonparametric function estimation via piecewise constant approximation: the taut string and the Unbalanced Haar methods. While it is well-known that the latter is multiscale, it is not obvious that the former can also be interpreted as multiscale. We provide a unified multiscale representation for both methods, which offers an insight into the relationship between them as well as suggesting lessons both methods can learn from each other.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springer.com/statistics/computanional+s... |
| Additional Information: | © 2010 Springer Science + Business Media, LLC |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 20 Dec 2010 12:40 |
| Last Modified: | 11 Dec 2024 23:51 |
| URI: | http://eprints.lse.ac.uk/id/eprint/30989 |
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